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\begin{equation*}\textbf{K}_{k} = \hat{\textbf{P}}_{k|k-1}\textbf{H}_{k}^{T}(\textbf{H}_{k}\hat{\textbf{P}}_{k|k-1}\textbf{H}_{k}^{T} + \textbf{R}_{k})^{-1} \end{equation*}
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